+20.3%
TOST vs FGI
-9.3%
+29.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.0% | +10.5% | +5.6% |
| 7D | +10.7% | +3.3% | +7.4% | +10.6% |
| 30D | +17.7% | -2.0% | +19.8% | +17.7% |
| 3M | +4.6% | +60.3% | -55.6% | +2.1% |
| 6M | +20.3% | +0.7% | +19.5% | +16.2% |
| All | +20.3% | -9.3% | +29.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded FGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling